786 search results for "parallel"

Simulating the Birthday Problem with data derived probabilities

June 6, 2012
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Simulating the Birthday Problem with data derived probabilities

You've probably heard of the Birthday Paradox: it only takes a small gathering of people before it's quite likely that two of them share the same birthday. You can solve the problem analytically or with simulation, but usually in either case simplifying assumptions are made (no-one born on February 29, for example). Joe Rickert uses Revolution R Enterprise 6...

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Claims reserving and IBNR with R

June 6, 2012
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Claims reserving and IBNR with R

Following previous posts on life contingencies and longevity and mortality models, I upload additional material for the short course at the 6th R/Rmetrics Meielisalp Workshop & Summer School on Computational Finance and Financial Engineeri...

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Example 9.34: Bland-Altman type plot

June 5, 2012
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Example 9.34: Bland-Altman type plot

The Bland-Altman plot is a visual aid for assessing differences between two ways of measuring something. For example, one might compare two scales this way, or two devices for measuring particulate matter. The plot simply displays the difference between the measures against their average. Rather than a statistical test, it is intended...

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Selection in R

June 1, 2012
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The design of the statistical programming language R sits in a slightly uncomfortable place between the functional programming and object oriented paradigms. The upside is you get a lot of the expressive power of both programming paradigms. A downside of this is: the not always useful variability of the language’s list and object extraction operators. Related posts:

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A course in statistical programming

May 25, 2012
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A course in statistical programming

Graduate students in statistics often take (or at least have the opportunity to take) a statistical computing course, but often such courses are focused on methods (like numerical linear algebra, the EM algorithm, and MCMC) and not on actual coding. For example, here’s a course in “advanced statistical computing” that I taught at Johns Hopkins

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The Simple Gibbs example in Julia

May 21, 2012
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The Gibbs sampler discussed on Darren Wilkinson's blog and also on Dirk Eddelbuettel's blog has been implemented in several languages, the first of which was R. In preparation for a session at useR!2012 on "What other languages should R user...

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Loading and/or Installing Packages Programmatically

May 8, 2012
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In R, the traditional way to load packages can sometimes lead to situations where several lines of code need to be written just to load packages. These lines can cause errors if the packages are not installed, and can also be hard to maintain, particularly during deployment. Fortunately, there is a way to create a function in R...

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Loading and/or Installing Packages Programmatically

May 7, 2012
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In R, the traditional way to load packages can sometimes lead to situations where several lines of code need to be written just to load packages. These lines can cause errors if the packages are not installed, and can also be hard to maintain, particularly during deployment. Fortunately, there is a way to create a function in R that...

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The hockeystick revisited

May 7, 2012
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The hockeystick revisited

Previous posts: Correlation of temperature proxies with observations The “best” proxies for temperature reconstruction Okay, I couldn’t resist. I wanted to provide some more in depth analysis of temperature proxies, but I just went ahead and did my own little reconstruction of Northern hemisphere annual average temperatures over the past millenium using McShane et al.‘s

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Bivariate linear mixed models using ASReml-R with multiple cores

May 7, 2012
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Bivariate linear mixed models using ASReml-R with multiple cores

A while ago I wanted to run a quantitative genetic analysis where the performance of genotypes in each site was considered as a different trait. If you think about it, with 70 sites and thousands of genotypes one is trying … Continue reading →

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